One-step quadratic convergence of noninterior continuation method for NCP  被引量:2

One-step quadratic convergence of noninterior continuation method for NCP

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作  者:XIU NaihuaDepartment of Mathematics , Northern Jiaotong University , Beijing 100044, China 

出  处:《Chinese Science Bulletin》1999年第20期1858-1862,共5页

摘  要:A noninterior continuation method is presented, with only the certering step used at each iteration, for nonlinear complementarity problem. It is shown that the algorithm is globally linearly and locally quadratically convergent under certain conditions.A noninterior continuation method is presented, with only the certering step used at each iteration, for nonlinear complementarity problem. It is shown that the algorithm is globalty linearty and locally quadratically convergent under certain conditions.

关 键 词:nonlinear complementarity PROBLEM noninterior CONTINUATION method ONE-STEP QUADRATIC convergence. 

分 类 号:O174[理学—数学]

 

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